Basel II & the ICAAP
Basel II and the ICAAP examined together — risk and capital management concepts and the strategic challenges of enterprise-wide ICAAP implementation.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Banks create risk in the pursuit of value; the danger begins when that risk is not properly identified, measured or managed, and unexpected losses follow — losses that, as the financial crisis demonstrated, can threaten banks of any size. This course examines Basel II, the risk and capital management concepts behind it, and the strategic and tactical challenges of implementing an ICAAP across the whole enterprise.
What you will do
Who attends
- Heads of risk management, credit and market risk
- Portfolio management, pricing and corporate lending teams
- Treasury and financial risk professionals
- ICAAP, Basel II and stress-testing teams
- Capital allocation, economic capital and risk audit professionals
Programme agenda
Built for the decisions no textbook prepares you for
I.Basel II foundations
- The framework and its risk concepts
- Capital management under Basel II
- The lesson of unexpected losses
II.The ICAAP
- Purpose and supervisory context
- Strategic challenges of enterprise-wide implementation
- Tactical choices in delivery
III.Risk to capital
- Identifying and measuring the risks that consume capital
- Stress testing and capital allocation
- Economic capital and audit readiness
Frequently asked
What does the course cover?
It examines Basel II and the risk and capital management concepts behind it, then the strategic and tactical challenges of implementing an ICAAP across the whole enterprise — connecting risk identification and measurement to capital adequacy, and preparing the organisation for stress testing and capital allocation within the ICAAP.
Who should attend?
Heads of risk management, credit and market risk, portfolio management, pricing and corporate lending teams, treasury and financial risk professionals, ICAAP, Basel II and stress-testing teams, and capital allocation, economic capital and risk audit professionals — the roles where value creation generates the risk the ICAAP must capture.
How are sessions, languages and fees organised?
The course is delivered in English and French, with an in-house edition tailored to your institution’s ICAAP maturity and risk profile. Sessions run on a rolling calendar with dates confirmed on request, and fees and quotations are provided on enquiry.
Who teaches this
Practitioners, not presenters.
Led by practitioners who hold, or have held, the seats this programme prepares you for: group treasurers and heads of asset–liability management, chief risk officers, heads of credit and capital management, and former central-bank supervisors who examined the very frameworks they now teach. Between cohorts the same people advise banks on those frameworks, so what you learn is what is being defended in front of boards and regulators today.
What the bench brings
- Basel capital frameworks from Pillar 1 to Pillar 3
- ICAAP and ILAAP construction and supervisory review
- Stress-testing methodologies and capital planning
- Liquidity ratios and leverage under Basel III/IV
- Market and counterparty credit risk measurement
- Recovery planning and regulator engagement
Where they have practised
Current and former practitioners — people who hold the seat today alongside those who have held it.
Sectors: Banking & financial services · Professional services · Insurance · Central banking & supervision
Regions: Africa · the Middle East · Europe · Asia · the Americas
How they teach
- Live case studies from real institutions
- Worked exercises on realistic bank data
- Regulator-style challenge sessions
- Group problem-solving on realistic institutional cases
- Knowledge checks and a personal action plan
Cohorts are kept small so every exercise is worked on the participants’ own situations — in person or live virtual.
The faculty profile for your cohort is sent with the full agenda and the next dates when you enquire.Request brochure →
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In their words
Knowledge transfer, emphasised throughout
“We worked with BIZENIUS for our Fresh Graduates Programme — they are simply amazing. Knowledge transfer and practical learning were emphasised throughout.”
Kuwait Investment Authority
From the Mandate Record
Mandate № 04 · Africa
Capital frameworks built to run the bank, not to satisfy a filing
Most frameworks are written to satisfy the regulator. We build the kind that run the bank.
Open the dossier →
The Capability Arc™
Fix it · Advisory
ICAAP & Capital Planning
Embed the framework into your governance — examination-ready.
Automate it · Smart IT
BIZENIUS Accord
The licensed platform — 20+ engines, Basel I to 3.1, on your own servers.
Learning is one point on the Capability Arc. Many institutions pair this programme with the advisory engagement — and automate what the framework demands.
Teams from these institutions train with BIZENIUS
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Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.